+2.7%
EXE vs RUN
-46.7%
+49.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.2% |
| 7D | -2.2% | -3.4% | +1.2% | -2.2% |
| 30D | -0.8% | -14.0% | +13.2% | -0.9% |
| 3M | +10.0% | -27.5% | +37.5% | +9.8% |
| 6M | -6.3% | -29.0% | +22.6% | -6.4% |
| YTD | -10.7% | -53.1% | +42.4% | -11.2% |
| 1Y | +2.7% | -46.7% | +49.4% | +4.6% |
| All | +2.7% | -46.7% | +49.4% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RUN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling